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NBI SmartBeta Low Volatility Canadian Equity Fund Investor Series

Canadian Equity

FundGrade D Click for more information on Fundata’s FundGrade

FundGrade D

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeD Click for more information on Fundata’s ESG Grade

Fundata ESG Grade D

Click for more information on Fundata’s ESG Grade.

NAVPS
(05-22-2024)
$14.35
Change
-$0.02 (-0.14%)

As at April 30, 2024

As at April 30, 2024

As at February 29, 2024

Period
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Legend

NBI SmartBeta Low Volatility Canadian Equity Fund Investor Series

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Fund Returns

Inception Return (October 30, 2015): 6.63%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund -1.43% 1.47% 11.82% 2.61% 0.86% 2.09% 3.98% 7.94% 6.60% 6.55% 5.45% 6.42% - -
Benchmark -1.82% 4.10% 16.91% 4.68% 8.73% 5.66% 7.59% 13.51% 8.86% 8.98% 8.12% 8.95% 7.25% 7.22%
Category Average -2.02% 14.76% 14.76% 4.01% 7.13% 4.79% 6.78% 12.37% 7.64% 7.44% 6.57% 7.36% 5.95% 5.96%
Category Rank 96 / 725 612 / 722 670 / 721 623 / 722 682 / 703 630 / 669 544 / 596 525 / 554 427 / 537 371 / 474 369 / 448 335 / 396 - -
Quartile Ranking 1 4 4 4 4 4 4 4 4 4 4 4 - -

Monthly Return

Monthly Return
Return % May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Fund -3.53% 1.05% -0.74% -2.23% -3.43% -1.26% 5.75% 3.05% 1.12% 1.84% 1.09% -1.43%
Benchmark -4.95% 3.36% 2.58% -1.37% -3.33% -3.21% 7.48% 3.91% 0.55% 1.82% 4.14% -1.82%

Best Monthly Return Since Inception

12.24% (April 2020)

Worst Monthly Return Since Inception

-15.13% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - 12.50% 8.36% -7.69% 21.40% 4.82% 16.79% -5.97% 6.84%
Benchmark 10.55% -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75%
Category Average 9.54% -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85%
Quartile Ranking - - 4 2 2 2 2 4 3 4
Category Rank - - 342/ 384 141/ 440 138/ 466 223/ 514 223/ 550 563/ 586 426/ 653 638/ 692

Best Calendar Return (Last 10 years)

21.40% (2019)

Worst Calendar Return (Last 10 years)

-7.69% (2018)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 99.81
Cash and Equivalents 0.18
Income Trust Units 0.03
Other -0.02

Sector Allocation

Sector Allocation
Name Percent
Consumer Services 21.60
Utilities 17.50
Basic Materials 15.98
Financial Services 13.38
Industrial Services 10.87
Other 20.67

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.02
Other -0.02

Top Holdings

Top Holdings
Name Percent
Loblaw Cos Ltd 4.20
Metro Inc 3.63
Dollarama Inc 2.89
Waste Connections Inc 2.89
Thomson Reuters Corp 2.83
George Weston Ltd 2.80
Empire Co Ltd Cl A 2.77
TMX Group Ltd 2.67
Hydro One Ltd 2.61
Fairfax Financial Holdings Ltd 2.50

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

NBI SmartBeta Low Volatility Canadian Equity Fund Investor Series

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 9.68% 13.16% -
Beta 0.65% 0.74% -
Alpha -0.01% 0.00% -
Rsquared 0.79% 0.78% -
Sharpe 0.17% 0.40% -
Sortino 0.21% 0.46% -
Treynor 0.03% 0.07% -
Tax Efficiency 66.14% 84.56% -
Volatility Volatility rating is 4 on a scale of 1 to 10 Volatility rating is 6 on a scale of 1 to 10 -

Risk Rating

Rating 4 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 9.49% 9.68% 13.16% -
Beta 0.67% 0.65% 0.74% -
Alpha -0.05% -0.01% 0.00% -
Rsquared 0.83% 0.79% 0.78% -
Sharpe -0.37% 0.17% 0.40% -
Sortino -0.27% 0.21% 0.46% -
Treynor -0.05% 0.03% 0.07% -
Tax Efficiency 28.94% 66.14% 84.56% -

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

Fund Details

Start Date October 30, 2015
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $269

Fund Codes

FundServ Code Load Code Sales Status
NBC896

Investment Objectives

The NBI SmartBeta Canadian Equity Fund's investment objective is to provide long-term capital growth. The fund invests directly, or through investments in securities of other mutual funds, in a portfolio composed mainly of equity securities of Canadian companies that are selected using quantitative analysis of risk factors.

Investment Strategy

The fund invests in a portfolio composed mainly of common shares of Canadian large capitalization companies. The fund may also invest in: common shares of Canadian small and medium capitalization companies; securities convertible into common shares, including rights and warrants; common shares of foreign companies. The portfolio sub-advisor may choose to invest up to 10% of the net assets of the fund in underlying funds (including exchange-traded funds) managed by the manager or third parties.

Portfolio Manager(s)

Name Start Date
National Bank Trust Inc. 07-26-2019

Management and Organization

Fund Manager National Bank Investments Inc.
Advisor National Bank Trust Inc.
Custodian Natcan Trust Company
Registrar Natcan Trust Company
Distributor National Bank Investments Inc.
Auditor Raymond Chabot Grant Thornton LLP

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 25
PAC Subsequent 25
SWP Allowed Yes
SWP Min Balance 10,000
SWP Min Withdrawal 50

Fees

MER 2.09%
Management Fee 1.75%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 1.00%
Trailer Fee Max (LL) -

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